Credit risk connectivity in the financial industry and stabilization effects of government bailouts:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt, M.
Dt. Bundesbank
2012
|
| Schriftenreihe: | Discussion paper / Deutsche Bundesbank
Eurosystem 2012,16 |
| Online-Zugang: | Volltext Inhaltsverzeichnis |
| Beschreibung: | Zsfassungen in dt. und engl. Sprache. - Online-Ausg. im Internet |
| Beschreibung: | 48 S. |
| ISBN: | 9783865588265 9783865588258 |
Internformat
MARC
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| 020 | |a 9783865588258 |c (Printversion) |9 978-3-86558-825-8 | ||
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| 245 | 1 | 0 | |a Credit risk connectivity in the financial industry and stabilization effects of government bailouts |c Jakob Bosma ; Michael Koetter ; Michael Wedow |
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Datensatz im Suchindex
| _version_ | 1804149493818458112 |
|---|---|
| adam_text | Titel: Credit risk connectivity in the financial industry and stabilization effects of government bailouts
Autor: Bosma, Jakob
Jahr: 2012
Contents
I. Introduction 1
II. Credit default swaps and co-crash probabilities 6
A. Data........................................ 6
B. Tail dependence index estimation....................... 8
C. Co-crash probability.............................. 12
D. Test for significance of CCPs.......................... 14
E. Explaining CCPs ................................ 17
III. Connectivity 19
A. Measurement method ............................. 19
IV. Bailout events and return effects 20
A. Bailout events.................................. 20
B. Event study method .............................. 21
C. Bailout effects.................................. 22
V. Conclusion 24
A Event study methodology 31
B Tables 33
|
| any_adam_object | 1 |
| author | Bosma, Jakob Koetter, Michael 1974- Wedow, Michael 1977- |
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| collection | ebook |
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| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV040438680 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:23:55Z |
| institution | BVB |
| isbn | 9783865588265 9783865588258 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025286564 |
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| physical | 48 S. |
| psigel | ebook |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Dt. Bundesbank |
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| series2 | Discussion paper / Deutsche Bundesbank |
| spelling | Bosma, Jakob Verfasser aut Credit risk connectivity in the financial industry and stabilization effects of government bailouts Jakob Bosma ; Michael Koetter ; Michael Wedow Frankfurt, M. Dt. Bundesbank 2012 48 S. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank Eurosystem 2012,16 Zsfassungen in dt. und engl. Sprache. - Online-Ausg. im Internet Koetter, Michael 1974- Verfasser (DE-588)131582054 aut Wedow, Michael 1977- Verfasser (DE-588)130462438 aut Deutsche Bundesbank Discussion paper Eurosystem ; 2012,16 (DE-604)BV040156046 2012,16 http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2012/2012_07_25_dkp_16.pdf?__blob=publicationFile Verlag kostenfrei Volltext HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025286564&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Bosma, Jakob Koetter, Michael 1974- Wedow, Michael 1977- Credit risk connectivity in the financial industry and stabilization effects of government bailouts |
| title | Credit risk connectivity in the financial industry and stabilization effects of government bailouts |
| title_auth | Credit risk connectivity in the financial industry and stabilization effects of government bailouts |
| title_exact_search | Credit risk connectivity in the financial industry and stabilization effects of government bailouts |
| title_full | Credit risk connectivity in the financial industry and stabilization effects of government bailouts Jakob Bosma ; Michael Koetter ; Michael Wedow |
| title_fullStr | Credit risk connectivity in the financial industry and stabilization effects of government bailouts Jakob Bosma ; Michael Koetter ; Michael Wedow |
| title_full_unstemmed | Credit risk connectivity in the financial industry and stabilization effects of government bailouts Jakob Bosma ; Michael Koetter ; Michael Wedow |
| title_short | Credit risk connectivity in the financial industry and stabilization effects of government bailouts |
| title_sort | credit risk connectivity in the financial industry and stabilization effects of government bailouts |
| url | http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2012/2012_07_25_dkp_16.pdf?__blob=publicationFile http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025286564&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV040156046 |
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